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Sistemi Esperti

AOCCI - sistema esperto per MetaTrader 5

Scriptor
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Pubblicati da::
Vladimir Karputov
Vladimir Karputov

Vladimir Karputov

4.8 (180)
Create a personal work for me: https://www.mql5.com/en/job/new?prefered=barabashkakvn
1 prodotto 1 segnale 24 articoli 1882 codici 353 argomenti 29187 commenti
Visualizzazioni:
5474
Valutazioni:
(13)
Pubblicato:
Aggiornato:
AOCCI.mq5 (21.56 KB) visualizza
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Idea by: Scriptor.

MQL5 code by: barabashkakvn.

The EA trades on the signals of indicators iCCI (Commodity Channel Index, CCI) and iAO (Awesome Oscillator, AO). It also considers the current Open prices from bar #0 through bar #5, the prices of bar #1 on D1, and the Close price of bar #1 on H1.

Inputs

  • Lots - position volume
  • Stop Loss (in pips) - Stop Loss
  • Take Profit (in pips) - Take Profit
  • Trailing Stop (in pips) - trailing
  • Trailing Step (in pips) - trailing step

//--- CCI - parameters of indicator CCI

  • CCI: averaging period 
  • CCI: type of price 

//---

  • Check for too-big candlesticks (n "-" n-1) - protection against a too big candlestick (candlesticks N and N-1 are compared)
  • Check for too-big candlesticks (n "-" n-2) - protection against a too big candlestick (candlesticks N and N-2)
  • set to 1 if you want to get the cangle close 0 for current - initial bar number

//---

  • magic number

Testing in the "All ticks" mode for all symbols in Market Watch:

Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades
USDCAD 5 3271.70 271.70 0.91 1.16 0.73 0.05 0 11.13 297
USDCHF 3 3145.29 145.29 0.78 1.10 0.35 0.04 0 13.84 186
GBPUSD 2 3015.10 15.10 0.05 1.01 0.02 0.01 0 16.90 308
EURUSD 0 3012.18 12.18 0.05 1.01 0.04 0.01 0 9.12 263
EURCAD 9 3008.58 8.58 0.02 1.00 0.02 0.00 0 11.59 382
USDRUB 12 3000.00 0.00 0.00
0.00 0.00 0 0.00 0
NZDUSD 13 2989.06 -10.94 -0.06 0.99 -0.03 0.00 0 12.47 176
USDJPY 1 2977.87 -22.13 -0.11 0.99 -0.06 0.00 0 12.33 195
EURJPY 8 2867.50 -132.50 -0.44 0.94 -0.22 -0.02 0 19.53 301
AUDUSD 4 2857.16 -142.84 -0.78 0.91 -0.24 -0.03 0 17.20 183
EURCHF 6 2853.93 -146.07 -0.88 0.90 -0.39 -0.03 0 12.12 166
GBPCHF 10 2725.23 -274.77 -0.97 0.90 -0.53 -0.03 0 17.18 283
EURGBP 7 2637.06 -362.94 -2.59 0.80 -0.70 -0.07 0 16.57 140
AUDJPY 15 2398.46 -601.54 -2.84 0.71 -0.78 -0.12 0 24.90 212
GBPJPY 14 2338.56 -661.44 -1.75 0.81 -0.77 -0.07 0 26.86 377
USDCNH 11 1401.68 -1598.32 -2.01 0.37 -1.00 -0.37 0 53.28 797

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/21345

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